Interest Rates Products

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CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.03 -0.04 Show Price Chart 99.07 99.085 99.025 499,783
10-Year T-Note Futures ZNU6 SEP 2016 SEP 2016 131'120 -0'220 Show Price Chart 132'015 132'140 131'115 2,705,917
Ultra 10-Year U.S. Treasury Note Futures TNU6 SEP 2016 SEP 2016 144'005 -0'235 Show Price Chart 144'245 145'130 143'305 130,747
30 Day Federal Funds Futures ZQV6 OCT 2016 OCT 2016 99.525 -0.02 Show Price Chart 99.545 99.565 99.515 128,982
5-Year USD MAC Swap Futures F1UU6 SEP 2016 103'175 -0'120 Show Price Chart 103'295 104'005 103'165 2,924
10-Year USD MAC Swap Futures N1UU6 SEP 2016 106'300 -0'165 Show Price Chart 107'195 107'275 106'270 2,294
Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEU6 SEP 2016 SEP 2016 99.0975 -0.0325 Show Price Chart 99.13 99.1375 99.0925 388,059
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.03 -0.04 Show Price Chart 99.07 99.085 99.025 499,783
Eurodollar Futures GEH7 MAR 2017 MAR 2017 98.985 -0.05 Show Price Chart 99.035 99.055 98.98 320,734
Eurodollar Futures GEM7 JUN 2017 JUN 2017 98.935 -0.06 Show Price Chart 98.99 99.015 98.935 259,939
Eurodollar Futures GEU7 SEP 2017 SEP 2017 98.89 -0.07 Show Price Chart 98.955 98.98 98.89 259,960
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 98.84 -0.075 Show Price Chart 98.905 98.935 98.84 394,868
Eurodollar Futures GEH8 MAR 2018 MAR 2018 98.815 -0.075 Show Price Chart 98.88 98.91 98.81 185,717
Eurodollar Futures GEM8 JUN 2018 JUN 2018 98.78 -0.08 Show Price Chart 98.85 98.88 98.775 184,818
30 Day Federal Funds Futures ZQV6 OCT 2016 OCT 2016 99.525 -0.02 Show Price Chart 99.545 99.565 99.515 128,982
2-Year Eurodollar Bundle Futures BU2U6 SEP 2016 SEP 2016 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3U6 SEP 2016 SEP 2016 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5U6 SEP 2016 SEP 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year T-Note Futures ZTU6 SEP 2016 SEP 2016 109'047 -0'037 Show Price Chart 109'080 109'105 109'042 712,123
5-Year T-Note Futures ZFU6 SEP 2016 SEP 2016 120'305 -0'135 Show Price Chart 121'107 121'172 120'292 1,853,351
10-Year T-Note Futures ZNU6 SEP 2016 SEP 2016 131'120 -0'220 Show Price Chart 132'015 132'140 131'115 2,705,917
Ultra 10-Year U.S. Treasury Note Futures TNU6 SEP 2016 SEP 2016 144'005 -0'235 Show Price Chart 144'245 145'130 143'305 130,747
Ultra U.S. Treasury Bond Futures UBU6 SEP 2016 SEP 2016 186'06 -1'07 Show Price Chart 187'13 189'11 185'29 238,501
U.S. Treasury Bond Futures ZBU6 SEP 2016 SEP 2016 170'13 -1'10 Show Price Chart 171'22 173'03 170'09 451,411

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD MAC Swap Futures T1UU6 SEP 2016 - - Show Price Chart - - - 0
5-Year USD MAC Swap Futures F1UU6 SEP 2016 103'175 -0'120 Show Price Chart 103'295 104'005 103'165 2,924
7-Year USD MAC Swap Futures S1UU6 SEP 2016 - - Show Price Chart - - - 0
10-Year USD MAC Swap Futures N1UU6 SEP 2016 106'300 -0'165 Show Price Chart 107'195 107'275 106'270 2,294
20-Year USD MAC Swap Futures E1UU6 SEP 2016 - - Show Price Chart - - - 0
30-Year USD MAC Swap Futures B1UU6 SEP 2016 124'09 -0'21 Show Price Chart 123'28 124'11 123'28 23
2-Year Euro MAC Swap Futures T1EU6 SEP 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

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